Outlier Detection with Hampel Filter
How to implement the Hampel filter in Python from scratch
Published in
7 min readSep 26, 2019
Recently I stumbled upon a new (to me) outlier detection algorithm — the Hampel filter. In this short article, I would like to describe how it works and how to use it in practice. To the best of my knowledge, there is no Python library containing this algorithm, so we will implement it from scratch using…